Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1757657.0932 | 1588043.4599 | 169613.6333 | 2429707.0467 | -2967232.473 | 5396939.5197 |
Total P&L (%) | 1757.6571 | 1588.0435 | 169.6136 | 2429.707 | -2967.2325 | 5396.9395 |
Avg Daily Profit (%) | 0.7369 | 0.6658 | 0.0711 | 0.1355 | 0 | 0.1681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208502 | -126700 | -133428 | -23082529 | -17430480 | -9499977 |
Profit Factor | 3.2413 | 5.6592 | 1.3825 | 1.0549 | 0.8713 | 1.2544 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 43.299 | 42.8571 | 43.75 | 43.299 | 42.8571 | 43.75 |
Ratio Avg Win / Avg Loss | 4.2445 | 7.5456 | 1.7776 | 1.3814 | 1.1617 | 1.6128 |
Largest Winning Trade | 1153028 | 1153028 | 67622 | 12534143 | 12534143 | 6151138 |
Largest Losing Trade | -66150 | -38700 | -66150 | -7951218 | -7951218 | -4146852 |
Avg Bars in Trades | 145 | 123 | 167 | 145 | 123 | 167 |
Avg Bars in Winners | 202 | 167 | 237 | 202 | 167 | 237 |
Avg Bars in Losers | 101 | 91 | 111 | 101 | 91 | 111 |
Bars Traded | 14095 | 6075 | 8020 | 14095 | 6075 | 8020 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 593095 | 634168 | -98632 | -174162 | -581792 | 228239 |
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{ "first_band": { "type": "sma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 231, "offset": 0, "poles": 2 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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